Zero-Lag Trend Following
Ultimate Smoother → MAMA
Combines zero-lag smoothing with adaptive response. The Ultimate Smoother removes noise without delay, then MAMA adapts to market cycles for optimal trend capture.
Filters Toolkit
// Always use British English
The Alchemist’s Laboratory
Section titled “The Alchemist’s Laboratory”Like an alchemist’s laboratory where raw elements transform into refined substances, the Filters Toolkit provides a sophisticated environment for experimenting with digital signal processing in financial markets. This open source indicator offers an interactive interface to our curated collection of high-performance filters—each one battle-tested and selected for its unique characteristics in handling market data.
Ultimate Smoother Deep dive into our flagship zero-lag filter, the 3-pole Ultimate Smoother (extension of John F. Ehlers' work).
Filter Methods Explore our guide for comprehensive mathematical foundations.
The Laboratory’s Purpose
Section titled “The Laboratory’s Purpose”Where traditional indicators offer fixed formulas, the Filters Toolkit provides a mathematical playground. Here, you can:
- Experiment with different filter combinations to discover what works for your trading style
- Compare multiple filtering methods side-by-side in real-time
- Build custom indicators by chaining filters together
- Learn the characteristics of each filter through hands-on exploration
“We don’t just provide tools — we provide the forge where new tools are born.”
Filter Categories
Section titled “Filter Categories”Technically we call these smoothers “Low Pass Filters” and denote them with the left side of the moon being lit (“waning” in the Northern Hemisphere): ”🌗”. The passband is the low-frequency of the spectrum (bright part of the moon).
These filters attenuate high-frequency noise while preserving trends. Often “smoothers” filters are used to reveal the underlying price movement.
Examples: Ultimate Smoother, Super Smoother, MAMA/FAMA, BiQuad
Technically we call these detrenders “High Pass Filters” and denote them with the right side of the moon being lit (“waxing” in the Northern Hemisphere): ”🌓”. The passband is the high-frequency of the spectrum (bright part of the moon).
These filters remove trends to isolate short-term movements. These “detrenders” reveal the market’s rapid fluctuations by removing its long-term bias.
Examples: Butterworth, BiQuad High Pass
Technically we call these cycle isolators “Band Pass Filters” and denote them with the new moon: ”🌑”. It’s not entirely a technically correct analogy, but the idea is that both the low and high-frequency of the spectrum is attenuated.
These filters isolate specific frequency ranges while attenuating others. These “cycle isolators” capture the rhythmic patterns hidden in price action.
Examples: Ehlers Bandpass, Cyber Cycle, RVI
Lastly, there are predictive filters that attempt to peek into the future of band-limited signals. The crystal ball ”🔮” is a fitting icon.
As you might expect, this can be considered the holy grail, but there is no free lunch — predictors’ accuracy is notorious. Nevertheless, carefull use can yield valuable insights, especially when combined with other filters.
Core Features
Section titled “Core Features”Multi-Filter Configuration
Section titled “Multi-Filter Configuration”The toolkit supports up to four simultaneous filters, each with independent parameters. This isn’t just about running multiple indicators—it’s about understanding how different mathematical perspectives can complement or contradict each other.
Run up to 4 filters simultaneously with different parameters to compare their behaviour on the same data. Each filter maintains its own visualisation and parameter set.
Enable post-filtering to process one filter’s output through another. This creates sophisticated filter chains where each stage refines the signal further.
Combine multiple filters with custom weights to create ensemble indicators. The toolkit automatically normalises weights and intelligently handles different filter types.
Post-Filtering: The Art of Refinement
Section titled “Post-Filtering: The Art of Refinement”Post-filtering allows you to chain filters together, creating sophisticated signal processing pipelines. Some powerful combinations discovered through research:
Pristine Oscillator
Butterworth → Super Smoother → Butterworth
Produces a well-behaved oscillator with minimal phase distortion —what Ehlers calls a “roofing filter” . Mathematical details →
Cycle Prediction
Band Pass Filter → Voss Predictive
Attempts to predict future movements of cyclical components. Keep prediction horizons short for reliability. Theory explained →
Adaptive Zero-Lag
Ultimate Smoother → BiQuad
Use the Ultimate Smoother’s zero-lag output as input to a parametric BiQuad filter. Allows fine-tuning frequency response while maintaining phase alignment.
Visualisation & Analysis
Section titled “Visualisation & Analysis”- Dynamic Colour Palettes: Multiple GYTS colour schemes with adjustable sensitivity
- Intelligent Display: Automatic chart/panel placement based on filter characteristics
- Custom Fills: Visualise relationships between filters or highlight oscillator extremes
- Alert System: Direction changes and crossovers for all active filters
Practical Applications
Section titled “Practical Applications”For Trend Followers: Experiment with different low-pass filters to find the optimal balance between smoothness and responsiveness for your timeframe. The Ultimate Smoother series offers near-zero lag in the passband, while adaptive filters like MAMA adjust to market conditions.
For Mean Reversion Traders: High-pass and band-pass filters reveal overbought/oversold conditions by removing the trend component. The Cyber Cycle and RVI are particularly effective for identifying cyclical extremes.
For System Developers: Use the aggregation feature to create robust composite indicators. By combining filters with different characteristics, you can build systems that adapt to various market conditions—embodying our “Multilayered Resilience” philosophy.
Getting Started
Section titled “Getting Started”-
Add to Your Chart
Search for “GYTS Filters Toolkit” in TradingView’s indicator library and add it to any chart.
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Choose Your First Filter
Start with a single filter to understand its behaviour. We recommend:
- For trend following: Try the Ultimate Smoother for zero-lag smoothing
- For oscillators: Start with the Cyber Cycle for clean cycle extraction
- For experimentation: Begin with Super Smoother and adjust parameters
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Experiment with Parameters
Adjust the critical period to see how it affects the filter’s response. Lower values create more responsive filters; higher values provide more smoothing. Understand the mathematics →
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Add Complexity Gradually
Once comfortable, enable additional filters or try post-filtering to create more sophisticated analysis.
The Mathematical Foundation
Section titled “The Mathematical Foundation”The Filters Toolkit builds upon decades of DSP research, particularly the groundbreaking work of John Ehlers in applying these techniques to financial markets. Our curation process selected only filters that demonstrate:
- Minimal lag relative to their smoothing power (exemplified by our Ultimate Smoother)
- Predictable behaviour across different market conditions
- Mathematical elegance in their implementation (explored in detail)
- Practical utility in real trading applications
This represents our philosophy of sharing institutional-grade research—the same filters we use in our own trading systems are available for the community to study, modify, and build upon.
Open Source Commitment
Section titled “Open Source Commitment”The Filters Toolkit embodies our “Pioneering Wisdom” core value by sharing institutional-grade DSP techniques with the trading community. By making both the indicator and library open source, we invite you to:
- Study our implementation approaches
- Contribute improvements and optimisations
- Build derivative works for specific trading needs
- Learn DSP techniques applicable beyond trading
Source Code:
- Filters Toolkit Indicator - Full TradingView implementation
- FiltersToolkit Library - Reusable filter functions
The source code includes extensive comments and documentation, making it an educational resource as much as a trading tool.
Next Steps
Section titled “Next Steps”- Connect to Ultimate Smoother for zero-lag applications
- Follow Filter Methods for mathematical foundations
- Study advanced filter combination techniques
- Join our Discord for community support
“In the alchemist’s laboratory, base metals transform into gold. In the Filters Toolkit, raw price data transforms into refined trading signals. The philosopher’s stone? Mathematical precision combined with empirical validation.” 🧪